+267.3%
MP vs GME
+2,033.6%
-1,766.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | +2.3% | +1.6% | +0.7% | +2.2% |
| 30D | -15.3% | -6.2% | -9.1% | -14.9% |
| 3M | -33.5% | +35.8% | -69.3% | -34.8% |
| 6M | -45.5% | +10.3% | -55.8% | -46.0% |
| YTD | -27.3% | +27.2% | -54.5% | -28.6% |
| 1Y | -40.7% | +19.1% | -59.8% | -41.6% |
| 3Y | +145.9% | +103.7% | +42.1% | +117.8% |
| 5Y | -13.9% | -50.0% | +36.1% | -20.2% |
| All | +267.3% | +2,033.6% | -1,766.3% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling